Articoli correlati a Value-at-Risk application for equities: The practice...

Value-at-Risk application for equities: The practice of Russian financial institutions - Brossura

Minashkin, Dmitry

 
9783844301663: Value-at-Risk application for equities: The practice of Russian financial institutions
Brossura
ISBN 10: 3844301666 ISBN 13: 9783844301663
Casa editrice: LAP LAMBERT Academic Publishing, 2011

Sinossi

The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

L'autore

Dmitry Minashkin has MS degree from Moscow State University of Economics, Statistics and Infotrmatics and MBA degree from Maastricht School of Management. He has over 5 years of work experience in banking industry and is currently in charge of market risk management in Russian Sviaz-bank. He was awarded the Professional Risk Manager title by PRMIA.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
LAP LAMBERT Academic Publishing
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
3844301666
ISBN 13 
9783844301663
Rilegatura
Copertina flessibile
Numero di pagine
92
Contatto del produttore
non disponibile
Persona responsabile
KreGa Onlinehandel GmbH
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